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@@ -2251,7 +2251,7 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
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if ( lowprice == refprice )
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if ( lowprice == refprice )
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lowprice--;
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lowprice--;
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sum = 0;
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sum = 0;
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fprintf(stderr,"firsti.%d: ",i);
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//fprintf(stderr,"firsti.%d: ",i);
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for (j=0; j<daywindow; j++,i++)
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for (j=0; j<daywindow; j++,i++)
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{
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{
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if ( i >= daywindow )
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if ( i >= daywindow )
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@@ -2260,13 +2260,13 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
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return(-1);
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return(-1);
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if ( price >= lowprice && price <= highprice )
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if ( price >= lowprice && price <= highprice )
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{
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{
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fprintf(stderr,"%.1f ",(double)price/10000);
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//fprintf(stderr,"%.1f ",(double)price/10000);
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sum += price;
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sum += price;
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correlation++;
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correlation++;
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if ( correlation > (daywindow>>1) )
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if ( correlation > (daywindow>>1) )
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{
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{
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fprintf(stderr,"-> %.4f\n",(double)sum*mult/correlation);
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//fprintf(stderr,"-> %.4f\n",(double)sum*mult/correlation);
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return(sum*mult/correlation);
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//return(sum*mult/correlation);
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n = 0;
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n = 0;
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i = (iter + seed) % daywindow;
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i = (iter + seed) % daywindow;
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for (k=0; k<daywindow; k++,i++)
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for (k=0; k<daywindow; k++,i++)
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@@ -2283,7 +2283,7 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
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else
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else
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{
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{
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nonzprices[i] = price;
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nonzprices[i] = price;
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fprintf(stderr,"(%d %u) ",i,rawprices[i]);
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//fprintf(stderr,"(%d %u) ",i,rawprices[i]);
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n++;
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n++;
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}
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}
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}
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}
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@@ -2296,7 +2296,7 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
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if ( nonzprices[i] != 0 )
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if ( nonzprices[i] != 0 )
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break;
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break;
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firstprice = nonzprices[i];
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firstprice = nonzprices[i];
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fprintf(stderr,"firsti.%d: ",i);
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//fprintf(stderr,"firsti.%d: ",i);
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for (i=0; i<daywindow; i++)
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for (i=0; i<daywindow; i++)
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{
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{
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if ( (price= nonzprices[i]) != 0 )
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if ( (price= nonzprices[i]) != 0 )
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@@ -2311,7 +2311,7 @@ int64_t komodo_pricecorrelated(uint64_t seed,int32_t ind,uint32_t *rawprices,int
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fprintf(stderr,"seed.%llu n.%d vs correlation.%d sum %llu, den %llu\n",(long long)seed,n,correlation,(long long)sum,(long long)den);
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fprintf(stderr,"seed.%llu n.%d vs correlation.%d sum %llu, den %llu\n",(long long)seed,n,correlation,(long long)sum,(long long)den);
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return(-1);
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return(-1);
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}
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}
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fprintf(stderr,"firstprice.%llu weighted -> %.8f\n",(long long)firstprice,((double)(sum*mult) / den) / COIN);
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//fprintf(stderr,"firstprice.%llu weighted -> %.8f\n",(long long)firstprice,((double)(sum*mult) / den) / COIN);
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return((sum * mult) / den);
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return((sum * mult) / den);
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}
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}
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}
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}
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